+91.2%
OTIS vs M
+402.6%
-311.5%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.9% |
| 7D | +1.7% | +5.0% | -3.3% | +1.0% |
| 30D | +18.5% | +10.6% | +7.8% | +16.9% |
| 3M | +7.9% | +1.6% | +6.3% | +7.4% |
| 6M | +5.7% | +30.8% | -25.1% | +1.9% |
| YTD | -9.1% | +16.9% | -26.0% | -11.4% |
| 1Y | -11.6% | +26.3% | -37.8% | -14.8% |
| 3Y | +0.6% | +158.6% | -158.0% | -13.6% |
| 5Y | +1.8% | +2.1% | -0.2% | -5.5% |
| All | +91.2% | +402.6% | -311.5% | +39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded M wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling